]> BibSonomy publications for /bibtex/214d1f823175678ebdc6f4f5bc9f21016/smicha http://www.bibsonomy.org/burst/bibtex/214d1f823175678ebdc6f4f5bc9f21016/smicha BibSonomy BuRST Feed for /bibtex/214d1f823175678ebdc6f4f5bc9f21016/smicha 2008-08-21T12:22:04+02:00 Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects http://www.bibsonomy.org/bibtex/214d1f823175678ebdc6f4f5bc9f21016/smicha smicha 2008-04-29T08:06:25+02:00 GARCH effects
Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
Vicent Arag{\'o} and Luisa Nieto Journal of International Financial Markets, Institutions and Money 15 271--284 (2005)
to GARCH effects on 2008-04-29 08:06:25 ]]> Journal of International Financial Markets, Institutions and MoneyJul3271--284Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects152005GARCH effects 2008-04-29 08:06:25.0